Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47761.05 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46366.13 Kr¶

PnL: ---------------------------------------> -522.44 Kr¶

DD now: ---------------------------------> -1.787 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 11:52:34.633451'

Anic Portfolio¶

Today¶

Return: 0.945 %¶

This Week¶

Return: 0.479 %¶

Total¶

Return: 56.357 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 4.550000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 0.380000 2744.000000 108.000000 4.100000 2636.000010
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
SAAB B 8 0.750000 3452.000000 75.000000 2.220000 3377.000000
Corem Property Group B 59 1.740000 621.860000 44.860000 7.770000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.850000 385.200000 30.200000 8.510000 355.000000
Resurs Holding 22 4.580000 602.800000 28.800000 5.020000 573.999998
MedCap 2 1.590000 447.000000 26.000000 6.180000 421.000000
AcadeMedia 12 0.500000 582.240000 25.240000 4.530000 557.000004
Eastnine 4 0.000000 509.600000 18.600000 3.790000 491.000000
OEM International B 7 1.570000 544.600000 16.600000 3.140000 527.999997
HMS Networks 2 0.060000 686.800000 13.800000 2.050000 673.000000
Boozt 12 2.510000 1665.600000 11.600000 0.700000 1653.999996
Intrum 4 0.410000 538.400000 11.400000 2.160000 527.000000
Coor Service Management Hold. 8 1.740000 539.200000 7.200000 1.350000 532.000000
Sampo Oyj SDB 7 1.760000 3853.500000 3.500000 0.090000 3850.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Swedbank A 3 0.720000 567.000000 3.000000 0.530000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Essity B 2 0.910000 576.400000 2.400000 0.420000 574.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Securitas B 6 0.700000 567.720000 -2.280000 -0.400000 570.000000
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.100000 242.400000 -3.600000 -1.460000 246.000000
Nordea Bank Abp 29 0.810000 3448.680000 -5.320000 -0.150000 3453.999992
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
CTEK 13 0.880000 521.950000 -12.050000 -2.260000 533.999999
Midsona B 63 1.260000 555.030000 -27.970000 -4.800000 582.999984
Vivesto 1368 0.340000 560.610000 -52.390000 -8.550000 612.999432
International Petroleum Corp. 5 0.370000 540.500000 -54.070000 -9.090000 594.565215
Axfood 13 -0.210000 3633.500000 -122.500000 -3.260000 3756.000001
OX2 18 3.340000 1474.200000 -189.800000 -11.410000 1663.999992
Fasadgruppen Group 35 -0.100000 3409.000000 -402.000000 -10.550000 3810.999990
Ovzon 52 0.540000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46366.130000 -522.440000 -1.78664% 46888.564618

Updated:¶

'2023-01-20 11:52:47.320760'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶